Algorithm 647

swMATH13164MaRDI QIDQ25081FDOQ25081

Author name not available (Why is that?)

Official website: http://dl.acm.org/citation.cfm?id=356187

Described by source

• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators

Cited In (58)

• On the optimal Halton sequence
• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Efficient Sampling Technique for Off-Line Quality Control
• Randomized Halton sequences
• A computational investigation of the optimal Halton sequence in QMC applications
• Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
• Generating parallel quasirandom sequences via randomization
• An algorithm for generating low discrepancy sequences on vector computers
• Reduced-order modeling of parameterized PDEs using time-space-parameter principal component analysis
• On numerical approximation of electrostatic energy in 3D
• Continuous approximation schemes for stochastic programs
• Algorithm 247
• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
• A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
• Fast, portable, and reliable algorithm for the calculation of Halton numbers
• Random and quasirandom sequences: Numerical estimates of uniformity of distribution
• High-dimensional integration: The quasi-Monte Carlo way
• The new scramble for Faure sequence based on irrational numbers
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Quasi-Monte Carlo mesh-free integration for meshless weak formulations
• Estimation of the Generalized Lambda Distribution Parameters for Grouped Data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Algorithm 823
• Title not available (Why is that?)
• TOMS659
• CUBTRI
• Computational investigations of scrambled Faure sequences
• AS 183
• RANRTH
• Epi-convergent discretizations of stochastic programs via integration quadratures
• rhalton
• OApackage
• QMC4PDE
• Implementation and tests of low-discrepancy sequences
• Monte Carlo modelling of imperfections in two-dimensional photonic crystals
• Modeling uncertainty. An examination of stochastic theory, methods, and applications
• Remark on algorithm 659
• sobol.cc
• Latin Hypercube Sampling
• Novel algorithms for fast statistical analysis of scaled circuits
• Recent trends in random number and random vector generation
• INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
• Uncertainty quantification and predictive computational science. A foundation for physical scientists and engineers
• Applications of randomized low discrepancy sequences to the valuation of complex securities
• Variance reduction in sample approximations of stochastic programs
• Title not available (Why is that?)
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• Title not available (Why is that?)
• Hybridization of a multi-objective genetic algorithm, a neural network and a classical optimizer for a complex design problem in fluid dynamics
• Quasi-Monte Carlo Methods in Numerical Finance
• Quasi-Monte-Carlo methods and the dispersion of point sequences
• The Problem of Dimensionality in Stratified Sampling

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